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CECO vs. ATMU
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Performance

CECO vs. ATMU - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in CECO Environmental Corp. (CECO) and Atmus Filtration Technologies Inc. (ATMU). The values are adjusted to include any dividend payments, if applicable.

-10.00%0.00%10.00%20.00%30.00%40.00%50.00%JuneJulyAugustSeptemberOctoberNovember
21.43%
46.92%
CECO
ATMU

Returns By Period

In the year-to-date period, CECO achieves a 48.92% return, which is significantly lower than ATMU's 86.88% return.


CECO

YTD

48.92%

1M

15.36%

6M

21.43%

1Y

51.68%

5Y (annualized)

31.18%

10Y (annualized)

8.70%

ATMU

YTD

86.88%

1M

14.49%

6M

46.91%

1Y

102.67%

5Y (annualized)

N/A

10Y (annualized)

N/A

Fundamentals


CECOATMU
Market Cap$1.04B$3.57B
EPS$0.33$2.15
PE Ratio89.9719.99
Total Revenue (TTM)$553.08M$1.96B
Gross Profit (TTM)$186.08M$474.40M
EBITDA (TTM)$51.49M$292.10M

Key characteristics


CECOATMU
Sharpe Ratio1.083.27
Sortino Ratio1.523.94
Omega Ratio1.231.52
Calmar Ratio1.906.30
Martin Ratio5.7713.40
Ulcer Index8.92%7.69%
Daily Std Dev47.75%31.49%
Max Drawdown-90.63%-25.01%
Current Drawdown-2.36%-1.13%

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Correlation

-0.50.00.51.00.3

The correlation between CECO and ATMU is 0.27, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Risk-Adjusted Performance

CECO vs. ATMU - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for CECO Environmental Corp. (CECO) and Atmus Filtration Technologies Inc. (ATMU). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


Sharpe ratio
The chart of Sharpe ratio for CECO, currently valued at 1.08, compared to the broader market-4.00-2.000.002.004.001.083.27
The chart of Sortino ratio for CECO, currently valued at 1.52, compared to the broader market-4.00-2.000.002.004.001.523.94
The chart of Omega ratio for CECO, currently valued at 1.23, compared to the broader market0.501.001.502.001.231.52
The chart of Calmar ratio for CECO, currently valued at 1.90, compared to the broader market0.002.004.006.001.906.30
The chart of Martin ratio for CECO, currently valued at 5.77, compared to the broader market0.0010.0020.0030.005.7713.40
CECO
ATMU

The current CECO Sharpe Ratio is 1.08, which is lower than the ATMU Sharpe Ratio of 3.27. The chart below compares the historical Sharpe Ratios of CECO and ATMU, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Rolling 12-month Sharpe Ratio1.002.003.004.00JuneJulyAugustSeptemberOctoberNovember
1.08
3.27
CECO
ATMU

Dividends

CECO vs. ATMU - Dividend Comparison

CECO has not paid dividends to shareholders, while ATMU's dividend yield for the trailing twelve months is around 0.23%.


TTM20232022202120202019201820172016201520142013
CECO
CECO Environmental Corp.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%4.39%1.89%3.44%1.48%1.24%
ATMU
Atmus Filtration Technologies Inc.
0.23%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

CECO vs. ATMU - Drawdown Comparison

The maximum CECO drawdown since its inception was -90.63%, which is greater than ATMU's maximum drawdown of -25.01%. Use the drawdown chart below to compare losses from any high point for CECO and ATMU. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-2.36%
-1.13%
CECO
ATMU

Volatility

CECO vs. ATMU - Volatility Comparison

CECO Environmental Corp. (CECO) has a higher volatility of 22.78% compared to Atmus Filtration Technologies Inc. (ATMU) at 10.57%. This indicates that CECO's price experiences larger fluctuations and is considered to be riskier than ATMU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%JuneJulyAugustSeptemberOctoberNovember
22.78%
10.57%
CECO
ATMU

Financials

CECO vs. ATMU - Financials Comparison

This section allows you to compare key financial metrics between CECO Environmental Corp. and Atmus Filtration Technologies Inc.. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in USD except per share items